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Contrastive Divergence (CD) and Persistent Contrastive Divergence (PCD) are popular methods for training the weights of Restricted Boltzmann Machines. However, both methods use an approximate method for sampling from the model distribution.…

Neural and Evolutionary Computing · Computer Science 2014-02-17 Mathias Berglund , Tapani Raiko

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

Multi-view clustering (MvC) aims to integrate information from different views to enhance the capability of the model in capturing the underlying data structures. The widely used joint training paradigm in MvC is potentially not fully…

Computer Vision and Pattern Recognition · Computer Science 2025-02-05 Zhenglai Li , Jun Wang , Chang Tang , Xinzhong Zhu , Wei Zhang , Xinwang Liu

Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of advanced techniques to reduce the variance of the MC…

Statistics Theory · Mathematics 2024-06-21 Mohamed Reda El Amri , Paul Mycek , Sophie Ricci , Matthias De Lozzo

Minimizing the inclusive Kullback-Leibler (KL) divergence with stochastic gradient descent (SGD) is challenging since its gradient is defined as an integral over the posterior. Recently, multiple methods have been proposed to run SGD with…

Machine Learning · Computer Science 2022-10-17 Kyurae Kim , Jisu Oh , Jacob R. Gardner , Adji Bousso Dieng , Hongseok Kim

We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use…

Machine Learning · Statistics 2016-03-04 Francisco J. R. Ruiz , Michalis K. Titsias , David M. Blei

Learning-based multi-view stereo (MVS) methods have made impressive progress and surpassed traditional methods in recent years. However, their accuracy and completeness are still struggling. In this paper, we propose a new method to enhance…

Computer Vision and Pattern Recognition · Computer Science 2022-06-22 Yikang Ding , Zhenyang Li , Dihe Huang , Zhiheng Li , Kai Zhang

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

Computation · Statistics 2026-05-05 Joonha Park

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the…

Statistical Finance · Quantitative Finance 2024-01-02 Udai Nagpal , Krishan Nagpal

Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Bayesian model selection priors in sparse high-dimensional…

Machine Learning · Statistics 2021-09-07 Kolyan Ray , Botond Szabo , Gabriel Clara

Sampling-based model predictive control (MPC) has the potential for use in a wide variety of robotic systems. However, its unstable updates and poor convergence render it unsuitable for real-time control of robotic systems. This study…

Robotics · Computer Science 2026-01-08 Taisuke Kobayashi , Kota Fukumoto

Variational inference is computationally challenging in models that contain both conjugate and non-conjugate terms. Methods specifically designed for conjugate models, even though computationally efficient, find it difficult to deal with…

Machine Learning · Computer Science 2017-04-14 Mohammad Emtiyaz Khan , Wu Lin

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

Computation · Statistics 2023-09-25 Sifan Liu

In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…

Machine Learning · Computer Science 2012-05-14 Matthias Hoffman , Hendrik Kueck , Nando de Freitas , Arnaud Doucet

Language-supervised vision models have recently attracted great attention in computer vision. A common approach to build such models is to use contrastive learning on paired data across the two modalities, as exemplified by Contrastive…

Machine Learning · Computer Science 2023-03-16 Ryumei Nakada , Halil Ibrahim Gulluk , Zhun Deng , Wenlong Ji , James Zou , Linjun Zhang

A fundamental challenge in Bayesian inference is efficient representation of a target distribution. Many non-parametric approaches do so by sampling a large number of points using variants of Markov Chain Monte Carlo (MCMC). We propose an…

Machine Learning · Computer Science 2022-04-25 Cole Hawkins , Alec Koppel , Zheng Zhang

Dimension reduction algorithms aim to discover latent variables which describe underlying structures in high-dimensional data. Methods such as factor analysis and principal component analysis have the downside of not offering much…

Applications · Statistics 2021-12-23 Yong See Foo , Heejung Shim

Contrastive learning is a well-established paradigm in representation learning. The standard framework of contrastive learning minimizes the distance between "similar" instances and maximizes the distance between dissimilar ones in the…

Machine Learning · Computer Science 2025-02-06 Naghmeh Ghanooni , Barbod Pajoum , Harshit Rawal , Sophie Fellenz , Vo Nguyen Le Duy , Marius Kloft

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

Variational inference consists in finding the best approximation of a target distribution within a certain family, where `best' means (typically) smallest Kullback-Leiber divergence. We show that, when the approximation family is…

Computation · Statistics 2025-09-24 Yvann Le Fay , Nicolas Chopin , Simon Barthelmé